Solving the Fokker-Planck equation via the compact finite difference method

DOI10.22034/CMDE.2020.28609.1396MaRDI QIDQ5859046zbMATH OpenOpenAlexFDO

Authors B. Sepehrian, Radpoor Marzieh Karimi

Publication date 15 April 2021

Full work available at URL https://doi.org/10.22034/cmde.2020.28609.1396

zbMATH Keywords

boundary value methodcollocation methodcompact methodcubic \(C^1\)-splineFokker-Planck equation

Mathematics Subject Classification ID

Initial-boundary value problems for linear higher-order PDEs (35G16) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites work

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• Adomian decomposition method for solving the diffusion-convection-reaction equations
• Application of the Adomian decomposition method for the Fokker-Planck equation
• Boundary value methods: The third way between linear multistep and Runge-Kutta methods
• High-order compact boundary value method for the solution of unsteady convection-diffusion problems
• High-order compact solution of the one-dimensional heat and advection-diffusion equations
• High-order compact-difference schemes for time-dependent Maxwell equations
• scientific article; zbMATH DE number 1161476 (Why is no real title available?)
• Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind
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• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
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• Numerical solution of the Fokker Planck equation using moving finite elements
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• The use of compact boundary value method for the solution of two-dimensional Schrödinger equation
• The use of He's variational iteration method for solving a Fokker–Planck equation
• Unconditionally stable C¹-cubic spline collocation method for solving parabolic equations

Cited in

(9)

• Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions
• Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
• Combined Hermite spectral-finite difference method for the Fokker-Planck equation
• scientific article; zbMATH DE number 5669706 (Why is no real title available?)
• Convergence of a Numerical Method for Solving Discontinuous Fokker–Planck Equations
• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• Convergence and error estimation of weighted finite volume scheme for coagulation‐fragmentation equation
• A Lifting Method for Fokker-Planck Equations with Drift-Admitting Jumps
• On the solution of the Fokker-Planck equation using a high-order reduced basis approximation

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